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In this paper, we address open computational questions regarding the market share ranking problem, recently introduced by Derakhshan et al. (2022). Their modelling framework incorporates the extremely popular Multinomial Logit (MNL) choice…

Data Structures and Algorithms · Computer Science 2025-09-12 Danny Segev , Gidi Steinberg

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

Combinatorial Optimization problems are widespread in domains such as logistics, manufacturing, and drug discovery, yet their NP-hard nature makes them computationally challenging. Recent Neural Combinatorial Optimization methods leverage…

Machine Learning · Statistics 2025-06-05 Sobihan Surendran , Adeline Fermanian , Sylvain Le Corff

The predictive normalized maximum likelihood (pNML) approach has recently been proposed as the min-max optimal solution to the batch learning problem where both the training set and the test data feature are individuals, known sequences.…

Machine Learning · Computer Science 2020-11-23 Yaniv Fogel , Tal Shapira , Meir Feder

This paper considers facility location problems in which a firm entering a market seeks to open facilities on a subset of candidate locations so as to maximize its expected market share, assuming that customers choose the available…

Optimization and Control · Mathematics 2024-02-19 Robin Legault , Emma Frejinger

In this paper, we consider a Markov chain choice model with single transition. In this model, customers arrive at each product with a certain probability. If the arrived product is unavailable, then the seller can recommend a subset of…

Optimization and Control · Mathematics 2017-02-14 Kameng Nip , Zhenbo Wang , Zizhuo Wang

The conditional logit model is a standard workhorse approach to estimating customers' product feature preferences using choice data. Using these models at scale, however, can result in numerical imprecision and optimization failure due to a…

Econometrics · Economics 2020-12-16 Philip Erickson

In the rapidly evolving landscape of retail, assortment planning plays a crucial role in determining the success of a business. With the rise of sponsored products and their increasing prominence in online marketplaces, retailers face new…

Data Structures and Algorithms · Computer Science 2024-02-12 Shaojie Tang , Shuzhang Cai , Jing Yuan , Kai Han

Large Language Models (LLMs) excel at few-shot learning via in-context learning (ICL). However, the effectiveness of ICL is often sensitive to the selection and ordering of demonstration examples. To address this, we present MarginSel:…

Machine Learning · Computer Science 2025-06-10 Rajeev Bhatt Ambati , James Lester , Shashank Srivastava , Snigdha Chaturvedi

The recursive logit (RL) model provides a flexible framework for modeling sequential decision-making in transportation and choice networks, with important applications in route choice analysis, multiple discrete choice problems, and…

Econometrics · Economics 2025-10-21 Hung Tran , Tien Mai , Minh Hoang Ha

In this short note we consider a dynamic assortment planning problem under the capacitated multinomial logit (MNL) bandit model. We prove a tight lower bound on the accumulated regret that matches existing regret upper bounds for all…

Machine Learning · Statistics 2018-10-01 Xi Chen , Yining Wang

We introduce a new method for building classification models when we have prior knowledge of how the classes can be arranged in a hierarchy, based on how easily they can be distinguished. The new method uses a Bayesian form of the…

Statistics Theory · Mathematics 2007-06-13 Babak Shahbaba , Radford M. Neal

Many important resource allocation problems involve the combinatorial assignment of items, e.g., auctions or course allocation. Because the bundle space grows exponentially in the number of items, preference elicitation is a key challenge…

Computer Science and Game Theory · Computer Science 2023-03-14 Jakob Weissteiner , Jakob Heiss , Julien Siems , Sven Seuken

We consider an assortment optimization problem where a customer chooses a single item from a sequence of sets shown to her, while limited inventories constrain the items offered to customers over time. In the special case where all of the…

Data Structures and Algorithms · Computer Science 2020-07-28 Elaheh Fata , Will Ma , David Simchi-Levi

The goal of survey design is often to minimize the errors associated with inference: the total of bias and variance. Random surveys are common because they allow the use of theoretically unbiased estimators. In practice however, such…

Methodology · Statistics 2023-02-14 Connie Okasaki , Sándor F. Tóth , Andrew M. Berdahl

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

This paper introduces a new data-driven methodology for nested logit structure discovery. Nested logit models allow the modeling of positive correlations between the error terms of the utility specifications of the different alternatives in…

Methodology · Statistics 2020-08-19 Youssef M. Aboutaleb , Moshe Ben-Akiva , Patrick Jaillet

Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…

Machine Learning · Computer Science 2022-08-01 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

Machine Learning · Computer Science 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

This paper explores the adaptive (active) PAC (probably approximately correct) top-$k$ ranking (i.e., top-$k$ item selection) and total ranking problems from $l$-wise ($l\geq 2$) comparisons under the multinomial logit (MNL) model. By…

Machine Learning · Computer Science 2018-09-11 Wenbo Ren , Jia Liu , Ness B. Shroff